+668.5%
PBR vs STZ
-10.3%
+678.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.3% |
| 7D | +4.2% | -4.1% | +8.3% | +6.0% |
| 30D | +22.7% | -7.6% | +30.3% | +26.5% |
| 3M | +21.5% | -12.3% | +33.8% | +27.6% |
| 6M | +24.0% | -16.3% | +40.3% | +32.5% |
| YTD | +88.2% | -8.4% | +96.6% | +90.8% |
| 1Y | +74.8% | -10.8% | +85.6% | +78.3% |
| 3Y | +105.1% | -49.0% | +154.1% | +168.9% |
| 5Y | +572.2% | -36.5% | +608.7% | +644.5% |
| All | +668.5% | -10.3% | +678.8% | +607.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling